- 1 Jun 2018
- By CME Group
The Liquidity You Need at Any Point Along the Curve
On May 29, amidst a flurry of economic and geopolitical concerns, participants facilitated unprecedented risk transfer across the entire yield curve via CME Group's deeply liquid Interest Rate products. A record 39.6 million Interest Rate futures and options contracts traded, surpassing the previous record of 26.6M contracts set on November 9, 2016.
- More than 24 million Treasury futures contracts traded, surpassing the previous record of 14.5 million contracts set on February 26, 2018
- Ultra 10-year Note futures, which launched just over two years ago, traded 1.1 million contracts, surpassing the previous record of 645,000 set November 27, 2017
- 1.18 million Fed Fund futures contracts, surpassing the previous record of 972,000 set May 24, 2018
- 8.95 million 10-year Treasury Note futures contracts, surpassing the previous record of 5.7 million set May 24, 2018
- 7.6 million 5- year Treasury Note futures contracts, surpassing the previous record of 4.4 million set February 26, 2018
- 4 million 2-year Treasury Note futures contracts, surpassing the previous record of 2.58 million set February 26, 2018
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Interest Rate Futures Liquidity Update
- Read an update on key liquidity measures in Interest Rate futures during Q1 2018, including the quality of the CLOB, OI and more.
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